OpenAlex | Mean-square stability of second-order Runge–Kutta methods for multi-dimensional linear stochastic differential systems

Mean-square stability of second-order Runge–Kutta methods for multi-dimensional linear stochastic differential systems

Work

Year: 2007

Type: article

Source: Journal of Computational and Applied Mathematics

Authors A. Rathinasamy, K. Balachandran

Institutions PSG INSTITUTE OF TECHNOLOGY AND APPLIED RESEARCH, Bharathiar University

Cites: 22

Cited by: 29

Related to: 10

FWCI: 2.649

Citation percentile (by year/subfield): 86.92

Topic: Numerical methods for differential equations

Subfield: Numerical Analysis

Field: Mathematics

Domain: Physical Sciences

Open Access status: closed